+1,559.5%
HWM vs LNG
+669.9%
+889.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | -4.7% | -6.8% | -9.4% |
| 30D | -18.5% | +3.8% | -22.3% | -19.8% |
| 3M | -13.2% | +16.2% | -29.3% | -19.2% |
| 6M | -8.7% | +11.7% | -20.4% | -15.3% |
| YTD | +12.2% | +44.2% | -32.0% | -8.3% |
| 1Y | +24.9% | +18.6% | +6.3% | +11.9% |
| 3Y | +383.9% | +77.4% | +306.5% | +251.3% |
| 5Y | +646.1% | +232.3% | +413.9% | +266.0% |
| All | +1,559.5% | +669.9% | +889.6% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling